This is the frequency range associated with deep sleep. People do not dream when they are in Delta sleep.

Theta Waves ( 3.5 hz to 7.0 hz )

This is the frequency range associated with a hypnotic, deeply relaxed states of consciousness. Lucid Dreams are more prone to occur in theta. The mind is in a twilight state and is prone to free association resulting in amazing mental images. Many PSI phenomenon are noted to occur in theta such as remote viewing, out of body experiences, and astral projection.

Alpha Waves ( 7.0 hz to 13.0 hz )

In Alpha, we are awake, but relaxed. Alpha is sometimes described as the 'daydream' state as most daydream activity occurs in persons while in alpha.